Fousseni Chabi-Yo

发表的论文9 篇，按出版时间

1. 1
   An Intertemporal Risk Factor ModelManagement Science20247
2. 2
   Generalized Bounds on the Conditional Expected Excess Return on Individual StocksManagement Science202248
3. 3
   Multivariate crash riskJournal of Financial Economics202135
4. 4
   The conditional expected market returnJournal of Financial Economics2020104
5. 5
   A Decomposition of Conditional Risk Premia and Implications for Representative Agent ModelsManagement Science202010
6. 6
   New Entropy Restrictions and the Quest for Better-Specified Asset-Pricing ModelsJournal of Financial and Quantitative Analysis20189
7. 7
   The Term Structures of Coentropy in International Financial MarketsManagement Science201826
8. 8
   Crash Sensitivity and the Cross Section of Expected Stock ReturnsJournal of Financial and Quantitative Analysis201844
9. 9
   A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery TheoremReview of Financial Studies201656